English

Reflected BSDEs with monotone generator

Probability 2018-10-09 v1

Abstract

We give necessary and sufficient condition for existence and uniqueness of Lp\mathbb{L}^{p}-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to yy and Lipschitz continuous with respect to zz, and with data in Lp\mathbb{L}^{p}, p1p\ge 1. We also prove that the solutions may be approximated by the penalization method.

Keywords

Cite

@article{arxiv.1810.03404,
  title  = {Reflected BSDEs with monotone generator},
  author = {Tomasz Klimsiak},
  journal= {arXiv preprint arXiv:1810.03404},
  year   = {2018}
}
R2 v1 2026-06-23T04:31:58.259Z